-45.1%
RUN vs ACM
-48.7%
+3.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.3% |
| 7D | -1.8% | -3.7% | +1.9% | -0.2% |
| 30D | -10.8% | -12.7% | +1.8% | -6.0% |
| 3M | -30.2% | -9.8% | -20.4% | -27.4% |
| 6M | -22.3% | -31.4% | +9.1% | -5.4% |
| YTD | -52.2% | -32.1% | -20.1% | -41.0% |
| 1Y | -45.1% | -47.8% | +2.7% | -20.5% |
| All | -45.1% | -48.7% | +3.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling